BIOCON
Biocon Limited.
Historical option data for BIOCON
17 Aug 2025 12:55 AM IST
| BIOCON 30SEP2025 360 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.51
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 359.25 | 15.2 | -0.5 | 25.95 | 7 | 2 | 21 | |||||||||
For Biocon Limited. - strike price 360 expiring on 30SEP2025
Delta for 360 CE is 0.56
Historical price for 360 CE is as follows
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 15.2, which was -0.5 lower than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 21
| BIOCON 30SEP2025 360 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.44
Vega: 0.51
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 359.25 | 12.9 | 0.4 | 28.71 | 10 | 7 | 16 |
For Biocon Limited. - strike price 360 expiring on 30SEP2025
Delta for 360 PE is -0.44
Historical price for 360 PE is as follows
On 17 Aug BIOCON was trading at 359.25. The strike last trading price was 12.9, which was 0.4 higher than the previous day. The implied volatity was 28.71, the open interest changed by 7 which increased total open position to 16
